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Presentation . 2023
License: CC BY
Data sources: Datacite
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
ZENODO
Presentation . 2023
License: CC BY
Data sources: Datacite
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
ZENODO
Other literature type . 2023
License: CC BY
Data sources: ZENODO
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Parameter Estimation of Fee Process

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 25 Jan 2023 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7569999 , 10.5281/zenodo.7570000

Parameter Estimation of Fee Process

Abstract

The resulting parameters, although some are poorly determined, indicate that the process reverts very quickly to a stationary process as one would expect. In this case, considering values of the reversion speed within a 95%-ile confidence band produces unrealistic long-term volatilities. We provide a more consistent estimate of parameter uncertainties based on an analysis of the fees as a stationary process.

https://ia601404.us.archive.org/17/items/bermudan-swaption/BermudanSwaption.pdf

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Parameter Estimation of Fee Process

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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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